The RBI's use of a conservative standard CVA approach is overly prudent, say dealers
While standardised rules are being revised, banks say they can't make a call on floors
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More News/Regulation articles
State-owned and private banks already above 4% standard regulators are introducing
Leaving rules "in flux" will harm market, CFTC commissioner warns
RBS risk veteran says banking activities pose greater threat
Banks will have to figure out what constitutes ‘critical activities’ for themselves
New fee structure amounts to a fourfold increase in some cases
Different treatment of public and private banks stymied netting – but this could now change
Mifid II proposals seen as bad for end-users and market liquidity
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Lack of standardised model could mean different projections for identical structured products
Bank accounting has improved in past two years, BoE governor tells hearing
FAQ document to tackle treatment of segregated initial margin
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.